bond duration
DESCRIPTION
Bond DurationTRANSCRIPT
![Page 1: Bond Duration](https://reader036.vdocuments.us/reader036/viewer/2022082821/563db811550346aa9a904139/html5/thumbnails/1.jpg)
zero couponface 100matu 30
y 4%du 28.96actual -30.12slope $872.32
duration plot2.00% $47.50
4% $30.12 6% $12.74
actual yy price
1% 73.992% 54.753% 40.514% 29.985% 22.186% 16.417% 12.148% 8.999% 6.65
10% 4.92
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![Page 2: Bond Duration](https://reader036.vdocuments.us/reader036/viewer/2022082821/563db811550346aa9a904139/html5/thumbnails/2.jpg)
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